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JP Morgan Put 90 ABL 21.06.2024/  DE000JS6ZRB4  /

EUWAX
2024-06-10  8:40:21 AM Chg.-0.001 Bid1:12:35 PM Ask1:12:35 PM Underlying Strike price Expiration date Option type
0.001EUR -50.00% 0.001
Bid Size: 3,000		 0.031
Ask Size: 3,000		 ABBOTT LABS 90.00 - 2024-06-21 Put
 

Master data

WKN: JS6ZRB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Put
Strike price: 90.00 -
Maturity: 2024-06-21
Issue date: 2023-01-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -311.90
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.16
Parity: -0.98
Time value: 0.03
Break-even: 89.68
Moneyness: 0.90
Premium: 0.10
Premium p.a.: 23.70
Spread abs.: 0.03
Spread %: 1,500.00%
Delta: -0.09
Theta: -0.06
Omega: -26.77
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.002
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -83.33%
1 Month
  -88.89%
3 Months
  -95.00%
YTD
  -98.91%
1 Year
  -99.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.002
1M High / 1M Low: 0.009 0.002
6M High / 6M Low: 0.140 0.002
High (YTD): 2024-01-03 0.097
Low (YTD): 2024-06-07 0.002
52W High: 2023-10-13 0.680
52W Low: 2024-06-07 0.002
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.038
Avg. volume 6M:   0.000
Avg. price 1Y:   0.197
Avg. volume 1Y:   0.000
Volatility 1M:   316.81%
Volatility 6M:   221.92%
Volatility 1Y:   180.15%
Volatility 3Y:   -